Lena Headey had hoped for a more dramatic death on 'Game of Thrones'.

The 45-year-old actress' alter ego, Queen Cersei Lannister, died in the arms of her twin brother and lover, Ser Jaime (Nikolaj Coster-Waldau) when the Red Keep collapsed and their exit was blocked on this week's penultimate episode, and the British star admitted her initial reaction to her final scene was ''mixed''.

She said: ''I wanted her to have some big piece or fight with somebody.''

But after Lena talked over the scene with Nikolaj, she realised it was the ''perfect end'' for them both.

She told Entertainment Weekly: ''The more we talked about it the more it seemed like the perfect end for her. They came into the world together and now they leave together.

''I think the important thing is that Jaime had a chance at freedom [with Brienne] and finally liberated himself from Cersei, which I think the audience will be thrilled about.

''I think the biggest surprise is he came back for her. Cersei realises just how she loves him and just how much he loves her. It's the most authentic connection she's ever had. Ultimately they belong together.''

While shooting their final scenes, Lena was surprised by her 48-year-old co-star's sentimentality.

Se recalled: ''I told Nikolaj, 'I've never seen you so sweet and sentimental.' And he's all, 'What's happening to me?' We kept cuddling going 'I love you.' It was weird.

''There's a sense of loss that nothing like this will ever happen again. There was a great sense of grief and an enormous amount of gratitude going on.''

After eight seasons of the show, Lena found it difficult to choose one favourite moment.

She said: ''I had a lot of great ones -- that one with Mark Addy [Robert Baratheon] back in the first season.

''Those early scenes with Tyrion where you saw their relationship develop. The stuff with Sophie early on. Everything that shaped these characters.

''The scene where she tells her father that her and Jaime were lovers. We had some great stuff. I love the juicy dark emotional moments.''